Broadcom Corp GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
25.34%
1 Week
25.66%
1 Month
26.84%
Analysis last updated: Monday, March 1, 2021 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 6.78 | |
| 0.0320 | 19.12 | |
| 0.9642 | 522.05 |
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Apr 20, 1998 to Jan 29, 2016
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